+476.4%
BHP vs NWSA
+149.4%
+327.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | -3.6% | -2.8% | -0.8% | -2.4% |
| 30D | -1.2% | +3.0% | -4.2% | -2.5% |
| 3M | +1.2% | +12.3% | -11.1% | -4.6% |
| 6M | +21.4% | +21.9% | -0.5% | +10.1% |
| YTD | +50.4% | +13.6% | +36.9% | +39.8% |
| 1Y | +67.5% | +0.5% | +67.0% | +64.2% |
| 3Y | +72.8% | +43.8% | +29.1% | +41.3% |
| 5Y | +112.6% | +41.2% | +71.4% | +68.8% |
| All | +476.4% | +149.4% | +327.1% | +220.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NWSA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling